Survival Analysis Methods for Personal Loan Data
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(51)- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
- Credit scoring for profitability objectives
- Dynamic survival models with varying coefficients for credit risks.
- A prediction-driven mixture cure model and its application in credit scoring
- Identifying hidden patterns in credit risk survival data using generalised additive models
- A competing risks analysis of the duration of federal target funds rates
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
- Default risk prediction and feature extraction using a penalized deep neural network
- An Akaike information criterion for multiple event mixture cure models
- Modelling profitability using survival combination scores
- Promoting variable effect consistency in mixture cure model for credit scoring
- On valuation with stochastic proportional hazard models in finance
- Large-Scale Loan Portfolio Selection
- Identifying future defaulters: a hierarchical Bayesian method
- ``Time-to-profit scorecards for revolving credit
- Instance-based credit risk assessment for investment decisions in P2P lending
- The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis
- Exposure at default models with and without the credit conversion factor
- Spline based survival model for credit risk modeling
- Optimization strategy of credit line management for credit card business
- Financial survival analysis of defaulted debtors
- European generic scoring models using survival analysis
- Assessing the default risk by means of a discrete-time survival analysis approach
- Data mining procedures in generalized Cox regressions
- Modelling consumer credit risk via survival analysis
- Mixture cure models in credit scoring: if and when borrowers default
- PHAB scores: proportional hazards analysis behavioural scores
- Survival analysis of bank loans in the presence of long-term survivors
- Credit scoring with macroeconomic variables using survival analysis
- Nonparametric estimation of the probability of default with double smoothing
- Predicting effective customer lifetime: an application of survival analysis for telecommunication industry
- A zero-inflated non default rate regression model for credit scoring data
- A new mixture cure model under competing risks to score online consumer loans
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models
- Interest rates and default in unsecured loan markets
- Modelling credit risk for personal loans: Cox proportional hazards model approach
- Neural network survival analysis for personal loan data
- RELIABILITY OF CREDIT SCORES IN LOAN MANAGEMENT IN A DEVELOPING COUNTRY
- Factors affecting the survival and solvency of small industrial businesses in Egypt
- Probability of default estimation in credit risk using mixture cure models
- The profitability of online loans: a competing risks analysis on default and prepayment
- Joint models for longitudinal and discrete survival data in credit scoring
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data
- Default risk analysis via a discrete-time cure rate model
- Variable selection in binary logistic regression for modelling bankruptcy risk
- Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
- The joint model of default and prepayment for a mortgage loan and its application in mortgage insurance
- Credit risk modeling based on survival analysis with immunes
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
- Profit scoring and portfolio selection for online microloans
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